The full-size high temperature superconducting (HTS) pinning magnetic levitation (maglev) prototype train was launched in SWJTU, Chengdu, China in 2021. This prototype has shown the basic load and low speed operation capacity of HTS pinning maglev train. Hence, the next important issue should be its dynamical performance under high-speed. Moreover, in the same track condition, higher speed usually brings higher frequency excitation, which becomes the major vibration cause of the HTS pinning maglev system. Therefore, this paper will mainly focus on this point to study the dynamic response of the HTS pinning maglev system under high frequency. Initially, an experiment is designed to measure the vibration response signal under the external excitation in different directions. Secondly, the responses of the system in each direction under different excitation frequencies are compared. Finally, the vertical, lateral and coupling response of the system under high frequency in different field cooling height (FCH) are analyzed. The result verifies that the HTS pinning maglev can effectively isolate the high frequency vibration. And compared to the vertical excitation, the lateral excitations can affect the dynamic performance of the system to a greater extent. This study suggests the smoothness requirement of the operating line in high-speed, as well as providing references for future dynamic studies and design of HTS pinning maglev system.